One of the worlds leading hedge funds, who are already extremely successful operating the commodities market, are looking to expand their team with an intraday, quantitative power trader.
Responsibilities:
- Execute intraday power trading strategies across European markets to capitalize on market opportunities and maximize profitability.
- Utilize advanced quantitative models and machine learning techniques to develop and optimize trading strategies.
- Monitor market trends, news, and events to make informed trading decisions.
- Collaborate with research and technology teams to enhance trading models and algorithms.
- Manage risk exposure and ensure compliance with regulatory requirements.
- Continuously analyze and evaluate trading performance, identifying areas for improvement and optimization.
Requirements:
- Strong background in intraday power trading within European markets.
- Demonstrated experience in developing and implementing quantitative-driven trading strategies.
- Proficiency in machine learning techniques for financial modelling and analysis is a plus.
- Ability to code (e.g., Python, R, MATLAB) for data analysis and algorithm development is a plus.
- Excellent analytical skills and a deep understanding of financial markets.
- Strong communication and collaboration skills, with the ability to work effectively in a team environment.
- Bachelor's degree in finance, economics, mathematics, engineering, or a related field (advanced degree preferred).
What They Offer:
- Competitive compensation package with performance-based bonuses.
- Opportunities for professional development and career growth within a dynamic and innovative environment.
- Access to cutting-edge technology and data resources for trading and research.
- Collaborative and supportive team culture, fostering creativity and innovation.
- Comprehensive benefits package, including health insurance, retirement plans, and wellness programs.
If interested, please apply directly or reach out to harry.moore(at)selbyjennings.com
